XDN0.DE vs. SLMC.DE
Compare and contrast key facts about Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE).
XDN0.DE and SLMC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDN0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Nordic Countries NR EUR. It was launched on Sep 4, 2013. SLMC.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe ESG Screened. It was launched on Oct 19, 2018. Both XDN0.DE and SLMC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDN0.DE or SLMC.DE.
Key characteristics
| XDN0.DE | SLMC.DE | |
|---|---|---|
| YTD Return | 4.48% | 8.65% |
| 1Y Return | 14.21% | 16.99% |
| 3Y Return (Ann) | 2.58% | 4.70% |
| 5Y Return (Ann) | 10.59% | 7.32% |
| Sharpe Ratio | 0.99 | 1.52 |
| Sortino Ratio | 1.48 | 2.12 |
| Omega Ratio | 1.18 | 1.27 |
| Calmar Ratio | 1.25 | 2.16 |
| Martin Ratio | 3.46 | 9.03 |
| Ulcer Index | 3.85% | 1.76% |
| Daily Std Dev | 13.45% | 10.54% |
| Max Drawdown | -32.67% | -34.92% |
| Current Drawdown | -10.05% | -4.00% |
Correlation
The correlation between XDN0.DE and SLMC.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDN0.DE vs. SLMC.DE - Performance Comparison
In the year-to-date period, XDN0.DE achieves a 4.48% return, which is significantly lower than SLMC.DE's 8.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDN0.DE vs. SLMC.DE - Expense Ratio Comparison
XDN0.DE has a 0.30% expense ratio, which is higher than SLMC.DE's 0.12% expense ratio.
Risk-Adjusted Performance
XDN0.DE vs. SLMC.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
XDN0.DE vs. SLMC.DE - Dividend Comparison
XDN0.DE's dividend yield for the trailing twelve months is around 2.61%, while SLMC.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | 2.61% | 2.54% | 4.77% | 1.05% | 4.85% | 4.09% | 1.09% | 2.45% | 1.64% | 0.00% | 3.10% |
SLMC.DE iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDN0.DE vs. SLMC.DE - Drawdown Comparison
The maximum XDN0.DE drawdown since its inception was -32.67%, smaller than the maximum SLMC.DE drawdown of -34.92%. Use the drawdown chart below to compare losses from any high point for XDN0.DE and SLMC.DE. For additional features, visit the drawdowns tool.
Volatility
XDN0.DE vs. SLMC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) is 3.76%, while iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) has a volatility of 4.07%. This indicates that XDN0.DE experiences smaller price fluctuations and is considered to be less risky than SLMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.